Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,49% | 1,24 CHF | 1,25 CHF | 128 000 | 128 000 | 57 247 | 57 247 | 69 433 CHF | 70 301 CHF | 99,90% | 99,90% |
19/11/2024 | 1,48% | 1,23 CHF | 1,24 CHF | 128 000 | 128 000 | 57 406 | 57 406 | 69 109 CHF | 69 978 CHF | 99,90% | 99,90% |
18/11/2024 | 1,48% | 1,24 CHF | 1,25 CHF | 128 000 | 128 000 | 57 244 | 57 244 | 69 652 CHF | 70 520 CHF | 99,90% | 99,90% |
15/11/2024 | 1,30% | 1,30 CHF | 1,31 CHF | 126 000 | 126 000 | 55 507 | 55 507 | 74 708 CHF | 75 547 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 1,40 CHF | 1,41 CHF | 122 000 | 122 000 | 54 458 | 54 458 | 76 900 CHF | 77 724 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 1,43 CHF | 1,44 CHF | 122 000 | 122 000 | 53 789 | 53 789 | 79 030 CHF | 79 842 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 1,59 CHF | 1,60 CHF | 118 000 | 118 000 | 52 498 | 52 498 | 84 412 CHF | 85 206 CHF | 99,93% | 99,93% |
11/11/2024 | 1,12% | 1,67 CHF | 1,68 CHF | 116 000 | 116 000 | 52 680 | 52 680 | 85 515 CHF | 86 316 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 1,55 CHF | 1,56 CHF | 120 000 | 120 000 | 53 491 | 53 491 | 85 328 CHF | 86 138 CHF | 98,94% | 98,94% |
07/11/2024 | 2,13% | 1,59 CHF | 1,60 CHF | 118 000 | 118 000 | 39 348 | 39 348 | 60 217 CHF | 60 956 CHF | 99,98% | 99,98% |